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[271]67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1EKFful__unQR.html">EKFful_unQR</a>
[259]68  </div>
69</div>
70<div class="contents">
[270]71<h1>bdm::EKFful_unQR Class Reference</h1><!-- doxytag: class="bdm::EKFful_unQR" --><!-- doxytag: inherits="bdm::EKFfull,bdm::BMcond" --><code>#include &lt;<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a>&gt;</code>
[259]72<p>
73<div class="dynheader">
74Inheritance diagram for bdm::EKFful_unQR:</div>
75<div class="dynsection">
76
[271]77<p><center><img src="classbdm_1_1EKFful__unQR.png" usemap="#bdm::EKFful_unQR_map" border="0" alt=""></center>
78<map name="bdm::EKFful_unQR_map">
79<area href="classbdm_1_1EKFfull.html" alt="bdm::EKFfull" shape="rect" coords="64,112,182,136">
80<area href="classbdm_1_1BMcond.html" alt="bdm::BMcond" shape="rect" coords="256,112,374,136">
81<area href="classbdm_1_1KalmanFull.html" alt="bdm::KalmanFull" shape="rect" coords="0,56,118,80">
82<area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="128,56,246,80">
83<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="256,56,374,80">
84<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="128,0,246,24">
85</map>
86</div>
87
[259]88<p>
[270]89<a href="classbdm_1_1EKFful__unQR-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
90Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>. <table border="0" cellpadding="0" cellspacing="0">
[259]91<tr><td></td></tr>
92<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[280]93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="538923d568db236bf5cd7120ae35b22d"></a><!-- doxytag: member="bdm::EKFful_unQR::EKFful_unQR" ref="538923d568db236bf5cd7120ae35b22d" args="()" -->
94&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFful__unQR.html#538923d568db236bf5cd7120ae35b22d">EKFful_unQR</a> ()</td></tr>
[259]95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17a98c06f5efe38e0da0beb96d6f9584"></a><!-- doxytag: member="bdm::EKFful_unQR::condition" ref="17a98c06f5efe38e0da0beb96d6f9584" args="(const vec &amp;QR0)" -->
98void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584">condition</a> (const vec &amp;QR0)</td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78748da361ba61fef162b0d8956d1743"></a><!-- doxytag: member="bdm::EKFful_unQR::set_parameters" ref="78748da361ba61fef162b0d8956d1743" args="(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)" -->
102void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#78748da361ba61fef162b0d8956d1743">set_parameters</a> (<a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *pfxu, <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *phxu, const mat Q0, const mat R0)</td></tr>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr>
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f149ae8e9ce14d9931a7bb2850736699"></a><!-- doxytag: member="bdm::EKFful_unQR::bayes" ref="f149ae8e9ce14d9931a7bb2850736699" args="(const vec &amp;dt)" -->
106void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#f149ae8e9ce14d9931a7bb2850736699">bayes</a> (const vec &amp;dt)</td></tr>
107
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7562b3d3c17241dab3baf70258742eb2"></a><!-- doxytag: member="bdm::EKFful_unQR::set_est" ref="7562b3d3c17241dab3baf70258742eb2" args="(vec mu0, mat P0)" -->
110void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#7562b3d3c17241dab3baf70258742eb2">set_est</a> (vec mu0, mat P0)</td></tr>
111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set estimates <br></td></tr>
[271]113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7e9a69f36a0a0615c9abb806772ef36d"></a><!-- doxytag: member="bdm::EKFful_unQR::posterior" ref="7e9a69f36a0a0615c9abb806772ef36d" args="() const " -->
114const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#7e9a69f36a0a0615c9abb806772ef36d">posterior</a> () const </td></tr>
[259]115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr>
117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d0e427d4d2fb7ac20358ce629f5d510"></a><!-- doxytag: member="bdm::EKFful_unQR::_e" ref="3d0e427d4d2fb7ac20358ce629f5d510" args="() const " -->
[270]118const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classfsqmat.html">fsqmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr>
[259]119
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f57cb8af64b06c530f528c32596d4d"></a><!-- doxytag: member="bdm::EKFful_unQR::_R" ref="d4f57cb8af64b06c530f528c32596d4d" args="()" -->
121const mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr>
122
[270]123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="bdm::EKFful_unQR::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " -->
124const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr>
125
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
127<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
128<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a> ()</td></tr>
129
130<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[259]131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::EKFful_unQR::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
132virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr>
133
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
135<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr>
136
137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::EKFful_unQR::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
138vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr>
139
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[270]141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::EKFful_unQR::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
142virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr>
[259]143
[275]144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_49.png">. <br></td></tr>
[270]145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::EKFful_unQR::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
146virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
[259]147
[270]148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
149<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[269]150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::EKFful_unQR::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
[270]151const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
[269]152
153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::EKFful_unQR::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
[270]154void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
[269]155
[271]156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::EKFful_unQR::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
157void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
158
[259]159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::EKFful_unQR::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
[270]160double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
[259]161
162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::EKFful_unQR::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
[270]163void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
[259]164
165<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
166<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2defb75e58892615c5f95fd844f3a666"></a><!-- doxytag: member="bdm::EKFful_unQR::mu" ref="2defb75e58892615c5f95fd844f3a666" args="" -->
167vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#2defb75e58892615c5f95fd844f3a666">mu</a></td></tr>
168
169<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>
170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acacd228e100c3e937de575ad2d7cd9c"></a><!-- doxytag: member="bdm::EKFful_unQR::P" ref="acacd228e100c3e937de575ad2d7cd9c" args="" -->
171mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#acacd228e100c3e937de575ad2d7cd9c">P</a></td></tr>
172
173<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr>
174<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dba34bfba2aedd8c488692bcd14869b"></a><!-- doxytag: member="bdm::EKFful_unQR::evalll" ref="0dba34bfba2aedd8c488692bcd14869b" args="" -->
175bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr>
176
177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="363ade67bd5a06c6a45c41e4d8afe11e"></a><!-- doxytag: member="bdm::EKFful_unQR::ll" ref="363ade67bd5a06c6a45c41e4d8afe11e" args="" -->
178double&nbsp;</td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr>
179
180<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="427886a66cde0354e041ddef5aa60eab"></a><!-- doxytag: member="bdm::EKFful_unQR::dimx" ref="427886a66cde0354e041ddef5aa60eab" args="" -->
182int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
183
184<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b0399b8904ccb81c2098cc3cc85ff8f"></a><!-- doxytag: member="bdm::EKFful_unQR::dimy" ref="2b0399b8904ccb81c2098cc3cc85ff8f" args="" -->
185int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr>
186
187<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e886b5d535ba7f9a39e66be34116788"></a><!-- doxytag: member="bdm::EKFful_unQR::dimu" ref="8e886b5d535ba7f9a39e66be34116788" args="" -->
188int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr>
189
190<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a24914cfc0297b9f3885df86e5011733"></a><!-- doxytag: member="bdm::EKFful_unQR::A" ref="a24914cfc0297b9f3885df86e5011733" args="" -->
191mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr>
192
193<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef28133db32cc60b710925266c37376d"></a><!-- doxytag: member="bdm::EKFful_unQR::B" ref="ef28133db32cc60b710925266c37376d" args="" -->
194mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr>
195
196<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89ed156e063e19b32df2218bfaef42cf"></a><!-- doxytag: member="bdm::EKFful_unQR::C" ref="89ed156e063e19b32df2218bfaef42cf" args="" -->
197mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr>
198
199<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74e9f43b5b4d4a5e012e6178542d3e8f"></a><!-- doxytag: member="bdm::EKFful_unQR::D" ref="74e9f43b5b4d4a5e012e6178542d3e8f" args="" -->
200mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr>
201
202<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c1fc8685511d21ba0e1688452105b7c"></a><!-- doxytag: member="bdm::EKFful_unQR::R" ref="5c1fc8685511d21ba0e1688452105b7c" args="" -->
203mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
204
205<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17d9a3316ecf81c149c2c1affb11af58"></a><!-- doxytag: member="bdm::EKFful_unQR::Q" ref="17d9a3316ecf81c149c2c1affb11af58" args="" -->
206mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
207
208<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7fc60eca2893328d42f92246526d4b9"></a><!-- doxytag: member="bdm::EKFful_unQR::_Pp" ref="f7fc60eca2893328d42f92246526d4b9" args="" -->
209mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr>
210
211<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b85742b33f95077f360a03ca2de05261"></a><!-- doxytag: member="bdm::EKFful_unQR::_Ry" ref="b85742b33f95077f360a03ca2de05261" args="" -->
212mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
213
214<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09472aa8c06e79944d7637b70bf4e401"></a><!-- doxytag: member="bdm::EKFful_unQR::_iRy" ref="09472aa8c06e79944d7637b70bf4e401" args="" -->
215mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
216
217<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7455b5deee5f14d978c82c5cc9357e29"></a><!-- doxytag: member="bdm::EKFful_unQR::_K" ref="7455b5deee5f14d978c82c5cc9357e29" args="" -->
218mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
219
220<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::EKFful_unQR::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
221bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
222
223<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr>
224<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::EKFful_unQR::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
225double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
226
227<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
[269]228<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::EKFful_unQR::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
229<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
230
231<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
[280]232<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1164a90f782a2a323b1ee17242100b39"></a><!-- doxytag: member="bdm::EKFful_unQR::dimc" ref="1164a90f782a2a323b1ee17242100b39" args="" -->
233int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#1164a90f782a2a323b1ee17242100b39">dimc</a></td></tr>
234
235<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the conditioning variable <br></td></tr>
[259]236<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a12750776d977408aada06a70093297"></a><!-- doxytag: member="bdm::EKFful_unQR::rvc" ref="9a12750776d977408aada06a70093297" args="" -->
237<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297">rvc</a></td></tr>
238
239<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr>
240<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
241<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="bdm::EKFful_unQR::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" -->
242std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#86ba216243ed95bb46d80d88775d16af">operator&lt;&lt;</a> (std::ostream &amp;os, const <a class="el" href="classbdm_1_1KalmanFull.html">KalmanFull</a> &amp;kf)</td></tr>
243
244<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print elements of KF <br></td></tr>
245</table>
[270]246<hr><h2>Member Function Documentation</h2>
247<a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="bdm::EKFful_unQR::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" -->
[259]248<div class="memitem">
249<div class="memproto">
250      <table class="memname">
251        <tr>
[270]252          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
[259]253          <td>(</td>
[270]254          <td class="paramname">          </td>
[259]255          <td>&nbsp;)&nbsp;</td>
[270]256          <td><code> [inline, virtual, inherited]</code></td>
[259]257        </tr>
258      </table>
259</div>
260<div class="memdoc">
261
262<p>
[270]263Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a>(){<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
264</pre></div> 
265<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p>
[259]266
267</div>
268</div><p>
[270]269<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::EKFful_unQR::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
[259]270<div class="memitem">
271<div class="memproto">
272      <table class="memname">
273        <tr>
[270]274          <td class="memname">virtual double bdm::BM::logpred           </td>
[259]275          <td>(</td>
[270]276          <td class="paramtype">const vec &amp;&nbsp;</td>
277          <td class="paramname"> <em>dt</em>          </td>
[259]278          <td>&nbsp;)&nbsp;</td>
[270]279          <td> const<code> [inline, virtual, inherited]</code></td>
[259]280        </tr>
281      </table>
282</div>
283<div class="memdoc">
284
285<p>
[270]286Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
287<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p>
[259]288
[271]289<p>Referenced by <a class="el" href="libBM_8h-source.html#l00628">bdm::BM::logpred_m()</a>.</p>
[270]290
[259]291</div>
292</div><p>
293<hr>The documentation for this class was generated from the following file:<ul>
[261]294<li><a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a></ul>
[259]295</div>
[280]296<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 18 17:38:59 2009 for mixpp by&nbsp;
[259]297<a href="http://www.doxygen.org/index.html">
298<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
299</body>
300</html>
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